| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,604.0 |
1,611.3 |
7.3 |
0.5% |
1,626.5 |
| High |
1,616.2 |
1,619.1 |
2.9 |
0.2% |
1,629.3 |
| Low |
1,603.4 |
1,608.8 |
5.4 |
0.3% |
1,584.2 |
| Close |
1,614.1 |
1,610.7 |
-3.4 |
-0.2% |
1,607.1 |
| Range |
12.8 |
10.3 |
-2.5 |
-19.5% |
45.1 |
| ATR |
22.3 |
21.5 |
-0.9 |
-3.8% |
0.0 |
| Volume |
3,294 |
2,534 |
-760 |
-23.1% |
36,566 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,643.8 |
1,637.5 |
1,616.4 |
|
| R3 |
1,633.5 |
1,627.2 |
1,613.5 |
|
| R2 |
1,623.2 |
1,623.2 |
1,612.6 |
|
| R1 |
1,616.9 |
1,616.9 |
1,611.6 |
1,614.9 |
| PP |
1,612.9 |
1,612.9 |
1,612.9 |
1,611.9 |
| S1 |
1,606.6 |
1,606.6 |
1,609.8 |
1,604.6 |
| S2 |
1,602.6 |
1,602.6 |
1,608.8 |
|
| S3 |
1,592.3 |
1,596.3 |
1,607.9 |
|
| S4 |
1,582.0 |
1,586.0 |
1,605.0 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,742.2 |
1,719.7 |
1,631.9 |
|
| R3 |
1,697.1 |
1,674.6 |
1,619.5 |
|
| R2 |
1,652.0 |
1,652.0 |
1,615.4 |
|
| R1 |
1,629.5 |
1,629.5 |
1,611.2 |
1,618.2 |
| PP |
1,606.9 |
1,606.9 |
1,606.9 |
1,601.2 |
| S1 |
1,584.4 |
1,584.4 |
1,603.0 |
1,573.1 |
| S2 |
1,561.8 |
1,561.8 |
1,598.8 |
|
| S3 |
1,516.7 |
1,539.3 |
1,594.7 |
|
| S4 |
1,471.6 |
1,494.2 |
1,582.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.5 |
1,584.2 |
35.3 |
2.2% |
20.4 |
1.3% |
75% |
False |
False |
6,095 |
| 10 |
1,630.6 |
1,581.0 |
49.6 |
3.1% |
20.1 |
1.2% |
60% |
False |
False |
7,411 |
| 20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
19.8 |
1.2% |
73% |
False |
False |
5,691 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
22.1 |
1.4% |
70% |
False |
False |
3,742 |
| 60 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
24.6 |
1.5% |
70% |
False |
False |
3,211 |
| 80 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
22.5 |
1.4% |
55% |
False |
False |
2,666 |
| 100 |
1,701.5 |
1,534.3 |
167.2 |
10.4% |
21.8 |
1.4% |
46% |
False |
False |
2,269 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.6 |
1.3% |
29% |
False |
False |
2,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.9 |
|
2.618 |
1,646.1 |
|
1.618 |
1,635.8 |
|
1.000 |
1,629.4 |
|
0.618 |
1,625.5 |
|
HIGH |
1,619.1 |
|
0.618 |
1,615.2 |
|
0.500 |
1,614.0 |
|
0.382 |
1,612.7 |
|
LOW |
1,608.8 |
|
0.618 |
1,602.4 |
|
1.000 |
1,598.5 |
|
1.618 |
1,592.1 |
|
2.618 |
1,581.8 |
|
4.250 |
1,565.0 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.0 |
1,608.1 |
| PP |
1,612.9 |
1,605.5 |
| S1 |
1,611.8 |
1,603.0 |
|